Andersen loves little girl characters who are innocent, faithful, and good. Like, almost as much as he hates proud girls. The girl in "The Little Match Girl," for instance, suffers during the winter while trying to sell matches. She really misses her grandma, who's dead. All she wants is to be reunited—and that's accomplished. Through her death. Which is a bummer, but she and her grandmother have passed into heaven in "glory" (39.12) so that makes it kinda okay, we think.
Another example of this character type is the daughter in "The Philosopher's Stone." When all her brothers go out searching for the philosopher's stone and don't come back, she has a dream in which she succeeds in their quest. So she goes out and tries. Even though she's blind. But don't worry, she ends up okay because "she had one quality that her brothers had not, which would serve her well: devotion. It gave her eyes on each of her fingers and made it possible for her to hear with her heart" (80.56).
So despite the fact that this girl is wandering the world blind—and there's this minor detail that the Devil himself gets annoyed by how good she is and tries to stop her—she still manages to reunite her brothers and discover the key to the philosopher's stone. Hint: it involves faith. Who'da thunk it?
Being the sweetest, nicest little girl in the world doesn't protect you from suffering or death in Andersen's tales, but it sure seems like an easy ticket to heaven.